Expected value and variance of probability distribution
| Expectation and variance of Prob. Dist | ||
|---|---|---|
| Values of $X$ (Separated by comma ,) | ||
| Probabilities $P_x$ (Separated by comma ,) | ||
| Results | ||
| Expected value of $X$: $E(X)$ | ||
| Variance of $X$: $\sigma^2$ | ||
| Standard deviation of $X$: $\sigma$ | ||
Formula
$E(X) =\mu = \sum_x x*P(X=x)$
$V(X) =\sigma^2 = E(X^2) -[E(X)]^2$
where $E(X^2) = \sum_x x^2*P(X=x)$
